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Vertices

The list of Crypto 2a Delta Tenors and Vega Option Maturities.

The file Vertices*.csv is loaded into the Vertices store.

Data Model Field File Column Datastore Column Notes
Index Index 0-11 (Delta)
0-4 (Vega)
Sensitivity Tenor / Option Maturity Vertex Vertex Delta Tenors in [SCO60.74](2)
Vega Option Maturities in [SCO60.75]
Risk Class Risk Class RiskClass “Crypto 2a”
Risk Measure Risk Measure Risk Measure “Delta” or “Vega”